Linear quadratic stochastic integral games and related topics
DOI10.1007/S11425-015-5026-0zbMATH Open1331.60125OpenAlexW863184074MaRDI QIDQ904652FDOQ904652
Authors: Tianxiao Wang, Yufeng Shi 
Publication date: 13 January 2016
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-015-5026-0
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Cites Work
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- On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces
- Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
- On Feedback Control of Linear Stochastic Systems
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- A linear quadratic optimal control problem for stochastic Volterra integral equations
- Optimal dynamic advertising policies for hereditary processes
- Well-posedness and regularity of backward stochastic Volterra integral equations
- The Existence of Value and Saddle Point in Games of Fixed Duration
- A class of time inconsistent risk measures and backward stochastic Volterra integral equations
- Quadratic integral games and causal synthesis
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Cited In (10)
- Nonzero-sum differential game of backward doubly stochastic systems with delay and applications
- Linear quadratic control problems of stochastic Volterra integral equations
- Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
- Quadratic integral games and causal synthesis
- Coalitional game with fuzzy payoffs and credibilistic nucleolus
- Stochastic Volterra integral equations with a parameter
- On linear-quadratic Gaussian dynamic games
- Approximate representations of solutions to SVIEs, and an application to numerical analysis
- Impulsive stochastic Volterra integral equations driven by Lévy noise
- Open-loop Nash equilibria for dynamic games involving Volterra integral equations
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